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Description
  • Přehled vybraných metod vhodných pro odhad pravděpodobnosti řídkých jevů pomocí simulací. Využívá se přitom dvou základních postupů, tj. metody podle důležitosti a teorie velkých odchylek. Jsou podány základní myšlenky a rovněž je diskutováno matematické pozadí problému. V textu je též uvedena řada příkladů výsledky rozsáhlých simulačních studií. Formální důkazy nicméně byly pro nedostatek místa zkráceny na minimum. (cs)
  • This report aims at giving an overview of the rate event simulation and the variance reduction technique known as the importance sampling. Its contents concentrates not only on the basic ideas but also on the corresponding mathematical and probabilistic background, i.e. the large deviation theory. Throughout the text a reader can found many examples and results of simulations. On the other hand, the proofs were shortened to the minimum.
  • This report aims at giving an overview of the rate event simulation and the variance reduction technique known as the importance sampling. Its contents concentrates not only on the basic ideas but also on the corresponding mathematical and probabilistic background, i.e. the large deviation theory. Throughout the text a reader can found many examples and results of simulations. On the other hand, the proofs were shortened to the minimum. (en)
Title
  • On simulation of rare events
  • O simulaci řídkých jevů (cs)
  • On simulation of rare events (en)
skos:prefLabel
  • On simulation of rare events
  • O simulaci řídkých jevů (cs)
  • On simulation of rare events (en)
skos:notation
  • RIV/00216208:11320/06:00002498!RIV07-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 403;456
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/06/0186), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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  • 490396
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  • RIV/00216208:11320/06:00002498
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • simulation; events (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [BA8D97FE229E]
http://linked.open...v/mistoKonaniAkce
  • Praha
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • ROBUST 2006
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Antoch, Jaromír
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • JČMF
https://schema.org/isbn
  • 80-7015-073-4
http://localhost/t...ganizacniJednotka
  • 11320
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